/// <summary>
/// Initializes a new instance of the <see cref="UniformRealSampler"/> class.
/// </summary>
/// <param name="generator">
/// The underlying bit generator to use.
/// </param>
/// <param name="min">
/// The lower bound of the values that will be generated.
/// </param>
/// <param name="max">
/// The upper bound of the values that will be generated.
/// </param>
/// <exception cref="ArgumentNullException">
/// If <paramref name="generator"/> is null.
/// </exception>
/// <exception cref="ArgumentException">
/// If <paramref name="min"/> is infinite or nan.
/// If <paramref name="max"/> is infinite or nan.
/// If <paramref name="min"/> is greater than or equal to <paramref name="max"/>.
/// </exception>
public UniformRealSampler(IRandomNumberEngine generator, double min, double max)
{
UniformRealDistribution.ValidateParameters(min, max);
this.generator = generator ?? throw new ArgumentNullException(nameof(generator));
this.Min = min;
this.Max = max;
}
public void TestGetIntegrateDistribution(double x, double min, double max, double error)
{
var sampler = new UniformRealSampler(new ReducedThreeFry4X64(1), min, max);
var referenceDistribution = new UniformRealDistribution(min, max);
SamplerTester.TestIntegrateDistribution(x, sampler, referenceDistribution, error);
}
private static ArtaProcessUniform createArtaProcessU(UniformRealDistribution uniform, double[] artaCorrelationCoefficients, RandomGenerator random) //throws NotStationaryException
{
ArtaProcessUniform arta = null;
int dim = artaCorrelationCoefficients.Length;
double[] arCorrelationCoefficients = new double[dim];
for (int i = 0; i < dim; i++)
{
arCorrelationCoefficients[i] = 2 * Math.Sin(Math.PI * artaCorrelationCoefficients[i] / 6);
}
ArProcess ar = ArProcessFactory.CreateArProcess(arCorrelationCoefficients, random);
arta = new ArtaProcessUniform(ar, uniform.getSupportLowerBound(), uniform.getSupportUpperBound());
return(arta);
}
public void TestInvalidQuantile(double min, double max, double probability)
{
Assert.Throws <ArgumentException>(
() => _ = new UniformRealDistribution(min, max).Quantile(probability));
}
public void ConstructInvalid(double min, double max)
{
Assert.Throws <ArgumentException>(
() => _ = new UniformRealDistribution(min, max));
}
public void TestCumulativeDistribution(double min, double max, double x, double expected)
{
IsClose(expected, new UniformRealDistribution(min, max).CumulativeDistribution(x));
IsClose(expected, UniformRealDistribution.CumulativeDistributionFunction(x, min, max));
}
